-30.4%
TOST vs MCO
+36.8%
-67.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | 0.0% |
| 7D | -4.7% | -1.7% | -3.0% | -3.0% |
| 30D | +8.5% | +9.1% | -0.6% | -0.8% |
| 3M | -1.6% | +6.2% | -7.8% | -7.9% |
| 6M | +44.1% | +12.6% | +31.5% | +26.1% |
| YTD | -5.6% | -0.2% | -5.4% | -6.7% |
| 1Y | -12.6% | +4.1% | -16.7% | -17.5% |
| 3Y | +137.6% | +50.6% | +86.9% | +39.1% |
| 5Y | -30.4% | +36.2% | -66.6% | -51.7% |
| All | -30.4% | +36.8% | -67.1% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling